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ChangeLog
Package fAssets
2022-10-07 geobosh
* replaced a call of deprecated colStdevs() with colSds().
* replaced a number of calls like `if(class(x) == ...` with
suitable `inherits()` calls. This fixes several warnings from CRAN
check.
* removed LazyData from DESCRIPTION (fixes a warning from CRAN
check).
2014-30-10 tsetz
* ecodist, mvnormtest and energy are import packages again
since otherwise some functions within fPortfolio will not
work.
2014-09-17 tsetz
* ChangeLog, DESCRIPTION: Updated ChangeLog and DESCRIPTION files
after submission to CRAN
* NAMESPACE: Updated NAMESPACE; functions with a dot in front are no longer
exported.
2012-09-24 chalabi
* DESCRIPTION: Updated maintainer field.
* NAMESPACE, R/zzz.Deprecated.R: Removed external C call.
2011-09-23 mmaechler
* DESCRIPTION: remove deprecated "LazyLoad" entry
2010-10-26 chalabi
* NAMESPACE: updated NAMESPACE
2010-07-23 chalabi
* inst/DocCopying.pdf: removed DocCopying.pdf license is already
specified in DESCRIPTION file
2010-04-14 chalabi
* NAMESPACE: updated NAMESPACE
2010-04-11 wuertz
* R/assets-arrange.R, R/assets-fit.R, R/assets-lpm.R,
R/assets-mcr.R, R/assets-meancov.R, R/assets-outliers.R,
R/assets-portfolio.R, R/assets-select.R, R/assets-simulate.R,
R/assets-test.R, R/assetsArrange.R, R/assetsFit.R, R/assetsLPM.R,
R/assetsMCR.R, R/assetsMeanCov.R, R/assetsOutliers.R,
R/assetsPfolio.R, R/assetsSelect.R, R/assetsSim.R,
R/assetsTest.R: some files renamed for consistency
2010-02-21 dscott
* ChangeLog, R/zzz.R, src/Makevars: Minor changes so passes check
* ChangeLog, R/plot-pairs.R, R/zzz.R, src/Makevars: minor changes
to plot-pairs.R and fixed dll with alteration to zzz.R and
src/Makevars
2009-11-22 wuertz
* R/stats-distance.R: mutinfo function modified
* R/zzz.R, src/ecodist.c: C code modified to work all C programs
together
* R/stats-distance.R, src/ecodist.c: C Code added ecodist.c
* NAMESPACE, R/builtin-ecodist.R, R/stats-distance.R: namespace
updated
* R/builtin-ecodist.R: function name modified
* R/stats-distance.R: code modified
* R/builtin-ecodist.R, R/stats-distance.R: distance measures added
(undocumented)
2009-10-26 wuertz
* man/assetsMCR.Rd: man page examples corrected
* NAMESPACE, R/assetsMCR.R, R/assetsPfolio.R, R/zzz.Deprecated.R,
man/assetsMCR.Rd: assetsMCR.R and .Rd script added for marginal
contribution to covariance risk
2009-09-28 chalabi
* DESCRIPTION: updated version number
* ChangeLog, DESCRIPTION: updated DESCR and ChangeLog
* NAMESPACE: new NAMESPACE structure which should ease maintenance
of packages.
* DESCRIPTION, NAMESPACE: Merge branch 'devel-timeSeries'
Conflicts:
pkg/timeSeries/R/base-Extract.R
pkg/timeSeries/R/timeSeries.R
2009-05-06 wuertz
* R/builtin-shrinkTawny.R: shrink from tawny added als builtin
* R/assetsMeanCov.R: Mean Cov functionality extended
2009-05-01 wuertz
* R/assetsMeanCov.R, R/builtin-arwMvoutlier.R: hidden robut
covariance stimator .arwMeanCov added
2009-04-29 wuertz
* R/assetsMeanCov.R: comment added
2009-04-28 wuertz
* R/builtin-mst.R, R/builtin-robust.R, man/assetsMeanCov.Rd: new
robust cov estimators added
* NAMESPACE: namespace new functions added
* R/builtin-DEoptim.R, R/builtin-corpcor.R, R/builtin-corrgram.R,
R/builtin-covRobust.R, R/builtin-donostahRobust.R,
R/builtin-energy.R, R/builtin-mstApe.R, R/builtin-rmtTawny.R,
R/builtin-shrinkTawny.R: more information added to builtin
function, builtins added for shrink and rmt from tawny and bayes
stein from alexios
* R/assetsMeanCov.R: bayes stein, ledoit wolf, and rmt covariance
estimator added
2009-04-19 chalabi
* DESCRIPTION: added explicit version number in Depends field for
key packages
2009-04-08 ellis
* R/plot-pairs.R: added function to compute color space for
correlation matrix plot
2009-04-02 chalabi
* DESCRIPTION: more explicit depends and suggests field in DESC
file.
* DESCRIPTION: updated DESC file
2009-03-13 wuertz
* R/assetsTest.R: small fix done
* R/assetsTest.R: fixed
2009-02-09 wuertz
* NAMESPACE, R/assetsArrange.R, R/assetsMeanCov.R, R/assetsStats.R,
R/plot-risk.R, R/plot-stars.R, R/zzz.Deprecated.R, R/zzz.R,
inst/unitTests/runit.AssetsMeanCov.R, man/00fAssets-package.Rd,
man/VaRModelling.Rd, man/assetsArrange.Rd, man/assetsFit.Rd,
man/assetsLPM.Rd, man/assetsMeanCov.Rd, man/assetsOutliers.Rd,
man/assetsPfolio.Rd, man/assetsSelect.Rd, man/assetsSim.Rd,
man/assetsStats.Rd, man/assetsTest.Rd, man/boxPlot.Rd,
man/class-fASSETS.Rd, man/covEllipsesPlot.Rd, man/pairsPlot.Rd,
man/plot-binning.Rd, man/plot-boxplot.Rd, man/plot-ellipses.Rd,
man/plot-hist.Rd, man/plot-mst.Rd, man/plot-pairs.Rd,
man/plot-qqplot.Rd, man/plot-risk.Rd, man/plot-series.Rd,
man/plot-similarity.Rd, man/plot-stars.Rd, man/seriesPlot.Rd,
man/similarityPlot.Rd, man/starsPlot.Rd: help pages and
documentation essentiall improved, all functions, arguments and
retur5ned values should now be documented
2009-02-08 wuertz
* R/builtin-corrgram.R, R/buitin-corrgram.R: package reorganized,
script files
* R/assetsArrange.R, R/assetsFit.R, R/assetsLPM.R,
R/assetsMeanCov.R, R/assetsOutliers.R, R/assetsPfolio.R,
R/assetsSelect.R, R/assetsSim.R, R/assetsStats.R, R/assetsTest.R,
R/panel-diagonal.R, R/plot-panels.R, R/plot-qqplot.R,
R/zzz.Deprecated.R: script files reorganized
* R/panel-diagonal.R, R/plot-panels.R, R/plotPanels.R:
reorganization of files
* R/assetsFit.R, R/assetsPfolio.R, R/assetsRisk.R,
R/class-fASSETS.R, R/plot-binning.R, R/plot-boxplot.R,
R/plot-ellipses.R, R/plot-hist.R, R/plot-mst.R, R/plot-pairs.R,
R/plot-panels.R, R/plotPanels.R: script files freorganisation
* R/VaRModelling.R, R/assetsRisk.R, R/exampleCovData.R,
R/fixBinHistogram.R, R/plot-binning.R, R/plot-correlation.R,
R/plot-covEllipses.R, R/plot-ellipses.R, R/plot-histPairs.R,
R/plot-minSpanTree.R, R/plot-mst.R, R/plot-pairsPanels.R,
R/plot-panels.R: files renamed
* R/assetsArrange.R, R/assetsFit.R, R/assetsMeanCov.R,
R/assetsOutliers.R, R/assetsSelect.R, R/assetsStats.R,
R/assetsTest.R, R/builtin-robust.R, R/exampleCovData.R,
R/fixBinHistogram.R, R/plot-correlation.R, R/plot-histPairs.R,
R/plot-stars.R, R/zzz.Deprecated.R: reorginization of files
2009-01-27 wuertz
* R/plot-pairs.R: warnings hidden for pairs() if tick = 0
2009-01-16 chalabi
* man/assetsLPM.Rd, man/assetsMeanCov.Rd, man/seriesPlot.Rd: fixed
warning with new Rd parser
2009-01-04 wuertz
* NAMESPACE, R/assetsMeanCov.R, R/assetsOutliers.R,
R/outlierDetection.R, man/assetsMeanCov.Rd,
man/assetsOutliers.Rd: internal function .assetsOutlierDetection
moved to assetsOutlier, documented and added to NAMESPACE
2009-01-02 wuertz
* R/plot-boxplot.R: default abline removed from box plot
* R/plot-stars.R: stars plot, plot argument corrected
2008-12-31 wuertz
* R/assetsSelect.R, man/assetsSelect.Rd: small modifications
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